Case File
efta-01581761DOJ Data Set 10OtherEFTA01581761
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Unknown
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DOJ Data Set 10
Reference
efta-01581761
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Execution copy
Elections and Variables
to the ISDA Credit Support Annex
dated as of May 19, 2005
between
Credit Suisse First Boston (Europe) Limited
and
Financial Trust Company, Ltd.
("Party A")
CParty Fr)
Paragraph 13. Elections and Variables
(a)
Security Interest for "Obligations".
The term "Orabgations"as used in this Annex includes the following additional obligations:
With respect to Party A: None.
With respect to Party B: None.
(b)
Credit Support Obligations.
(0
Delivery Amount, Return Amount and Credit Support Amount.
(A)
'Delivery Amount" has the meaning specified in Paragraph 3(a).
(B)
"Return Amount" has the meaning specified in Paragraph 3(b).
(C)
"Credit Support Amount" has the meaning specified in Paragraph 3.
(ii)
Eligible Collateral.
On any dale, the following items will qualify as "Eligible Collateral' for each party:
Valuation
Percentage
(A)
Cash
100%
(B)
negotiable debt obligations issued after 18 July
100%
1984 by
the
Treasury
Department
of
the
Government of the United States of America having
a residual maturity as at the date of Transfer of less
than one year
(C)
negotiable debt obligations issued after 18 July
97%
1984
by
the
Treasury
Department
of
the
Government of the United States of America having
a residual maturity as at the date of Transfer equal to
or greater than one year but less than 5 years
(D)
negotiable debt obligations issued after 18 July
95%
1984
by
the
Treasury
Department
of
the
Government of the United States of America having
a residual maturity as at the date of Transfer equal to
or greater than 5 years but less than 10 years
Confidential Treatment Requested by JPMorgan Chase
JPM-SDNY-00061177
EFTA01581761
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